One of the biggest problems with making textures look real on something like a wall, is that most people ignore perspective, and the eye quickly picks up on it. Check out this - fortunately free - Video2brain tutorial from the king of Photoshop for illustrative purposes, Steve Caplin.

I used Add Noise on a gray Layer and used Blend if-settings to make parts transparent – but one could just add the Noise on the Layer Mask of a Solid Color Layer.

Converted it to a Smart Object, scaled it, set its Fill to 0% and applied the Style.

The Masked copy (the Layer Mask had Clouds applied and was then edited with Curves to increase the contrast) is the same size and position and serves to boost the effect in some parts, the topmost copy is another instance of the same Smart Object at another scale.

I used Add Noise on a gray Layer and used Blend if-settings to make parts transparent – but one could just add the Noise on the Layer Mask of a Solid Color Layer.

Converted it to a Smart Object, scaled it, set its Fill to 0% and applied the Style.

The Masked copy (the Layer Mask had Clouds applied and was then edited with Curves to increase the contrast) is the same size and position and serves to boost the effect in some parts, the topmost copy is another instance of the same Smart Object at another scale.

Thank you for the added details - my version following your directions isn't as good as yours, but I could tweak it if I ever needed it for a real purpose (and it looks better than my real wall!)

As with tutorials by other persons I have to wonder, does Steve Caplin do the Transformations destructively instead of on Smart Objects in order not to overtax entry level users?

I suspect there is a strong element of KISS for exactly the reasons you mention. I tend to take the same approach in this forum when I have no idea how well a poster knows Photoshop. It's exactly patronising, and there are plenty of times when what we'd consider a basic step by step sugestion causes confusion. I own Steve's three Photoshop books, and he certainly talks about Smart objects in those. BTW There is a nice forum at http://www.howtocheatinphotoshop.com/ which has a Friday Challenge along the lines of the http://www.flickr.com/photos/trevor-dennis/6917267806/in/photostreamhttp://www.flickr.com/photos/trevor-dennis/6917267806/in/photostreamillustration I posted a few days ago. Steve is a regular on the forum and answers any questions put to him. I used to be active there a while back, but have lost my log on details, and there is no provision to ask for a reminder. :-(